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Latest revision as of 01:40, 20 March 2024

scientific article
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No Arbitrage and General Semimartingales
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    No Arbitrage and General Semimartingales (English)
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    22 May 2009
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    semimartingales
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    jump processes
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    No Free Lunch with Vanishing Risk
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    equivalent \(\sigma\)-martingale measure
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    Novikov's criterion
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